+222.0%
LHX vs HUBB
+446.9%
-224.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.7% |
| 7D | -4.3% | -0.1% | -4.2% | -4.2% |
| 30D | -15.1% | -10.0% | -5.2% | -12.5% |
| 3M | -21.0% | -1.6% | -19.4% | -21.3% |
| 6M | -32.0% | -3.1% | -28.9% | -32.3% |
| YTD | -15.3% | +4.6% | -19.9% | -17.8% |
| 1Y | -11.1% | +3.3% | -14.4% | -13.6% |
| 3Y | +54.0% | +46.6% | +7.4% | +28.0% |
| 5Y | +17.1% | +158.7% | -141.6% | -25.0% |
| All | +222.0% | +446.9% | -224.8% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling